Dr Fang Xu
Senior Lecturer in Economics
Marie Jahoda 254
- Email: fang.xu@brunel.ac.uk
- Tel: +44 (0)1895 265257
- Economics
Research Interests
Time series econometrics, empirical macroeconomics and finance
Research grants and projects
Grants
Funder: British Academy
Duration: June 2022 - May 2024
Despite the key influence of news coverage on the financial markets, there has been no large-scale examination of this across different countries and languages. The critical barriers are the different languages and the need to analyse the news content. To address this gap, we will study how news coverage in English, French and German impacts the volatility of stock markets in the US, UK, France and Germany. Specifically, we intend to use a comprehensive dataset of worldwide online news articles, together with a powerful and novel multilingual text processing technology, to assess the value of relevant news in each country. We will develop a “news intensity” measure and study its impact on the volatility of each country’s stock market. The potential results of this project could be extremely important for investors, investment managers and regulators.
Funder: Fritz-Thyssen Foundation
Duration: May 2008 - April 2011
Project details
"Theoretical and empirical studies of global current account imbalances” , Az.10.08.1.088, Fritz-Thyssen Foundation (DE), 2008-2011